ON THE EQUIVALENCE OF 3 POTENTIAL PRINCIPLES FOR RIGHT MARKOV-PROCESSES

被引:8
|
作者
FITZSIMMONS, PJ
机构
[1] Department of Mathematics, C-012, University of California, San Diego, La Jolla, 92093, CA
关键词
D O I
10.1007/BF01197847
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We examine three of the principles of probabilistic potential theory in a nonclassical setting. These are: (i) the bounded maximum principle, (ii) the positive definiteness of the energy (of measures of bounded potential), and (iii) the condition that each semipolar set is polar. These principles are known to be equivalent in the context of two Markov processes in strong duality, when excessive functions are lower semicontinuous. We show that when the principles are appropriately formulated their equivalence persists in the wider context of a Borel right Markov process X with distinguished excessive measure m. We make no duality hypotheses and m need not be a reference measure. Our main tools are the stationary process (Y, Qm) associated with X and m, and a correspondence between potentials μU and certain random measures over (Y, Qm). © 1990 Springer-Verlag.
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页码:251 / 265
页数:15
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